A multi-move sampler for estimating non-Gaussian time series models: Comments on Shephard & Pitt (1997) (Q5456568)
From MaRDI portal
scientific article; zbMATH DE number 5261480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multi-move sampler for estimating non-Gaussian time series models: Comments on Shephard & Pitt (1997) |
scientific article; zbMATH DE number 5261480 |
Statements
A multi-move sampler for estimating non-Gaussian time series models: Comments on Shephard & Pitt (1997) (English)
0 references
8 April 2008
0 references
Markov chain Monte Carlo
0 references
multi-move sampler
0 references
simulation smoother
0 references
state variable
0 references
